An Efficient A-Stable Linear Multistep Hybrid Block Method for Solving Fifth-Order Initial Value Problems in Ordinary Differential Equations

The Green’s function is widely used in solving boundary value problems for differential equations, to which many mathematical and physical problems are reduced. In particular, solutions of partial differential equations by the Fourier method are reduced to boundary value problems for ordinary differential equations. Using the Green's function for a homogeneous problem, one can calculate the solution of an inhomogeneous differential equation. Knowing the Green's function makes it possible to solve a whole class of problems of finding eigenvalues in quantum field theory. The developed method for constructing the Green’s function of boundary value problems for ordinary linear differential equations is described. An algorithm and program for calculating the Green's function of boundary value problems for differential equations of the second and third orders in an explicit analytical form are presented. Examples of computing the Green's function for specific boundary value problems are given. The fundamental system of solutions of ordinary differential equations with singular points needed to construct the Green's function is calculated in the form of generalized power series with the help of the developed programs in the Maple environment. An algorithm is developed for constructing the Green's function in the form of power series for second-order and third-order differential equations with given boundary conditions. Compiled work programs in the Maple environment for calculating the Green functions of arbitrary boundary value problems for differential equations of the second and third orders. Calculations of the Green's function for specific third-order boundary value problems using the developed program are presented. The obtained approximate Green’s function is compared with the known expressions of the exact Green’s function and very good agreement is found

On the variational iteration method and other iterative techniques for nonlinear differential equations

“The last decade has seen such a deluge of papers on the numerical solution of the initial value problems for ordinary differential equations that it is quite impracticable to list, far less to summarize, all the contributions.” These are the opening words of J. D. Lambert’s paper [54] in the State of the Art 1976 Conference Proceedings. In spite of such a disclaimer, the paper succeeds in presenting, in less than fifty large-print pages, a unified view of all that, at the time of its writing, was known on numerical initial-value problems (IVP) for ordinary differential equations (ODEs). Ten years later, the subject was just too big and although the State of the Art 1986 Conference [50] featured three ODE speakers (J.D. Lambert, A.R. Curtis and G. Wanner), their combined contributions are very far from surveying all the numerical ODE field.

In this paper, we present the theory of nonstandard finite difference schemes which can be used to solve some initial value problems in ordinary differential equations. Methods of construction and mode of implementation of these methods are also discussed. We also examine the stability properties of the constructed schemes.

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.

The application of block methods in the study of dynamical system is one area which needs more research. Therefore, this work presents block methods and its application to solve some problems in solid and fluid mechanics. The method was developed directly using the approaches of collocation and interpolation, and using power series polynomial as a trial solution. First, the system of linear equations is solved to obtain the unknown coefficients. The coefficients gotten are then substituted into the approximate solution to obtain continuous scheme. The continuous scheme, its first, second and third derivatives are evaluated at all the grid points to generate the block methods. The derived methods were applied to solve fourth-order boundary value problems of ordinary differential equations arising from beams and chemical problems. The results demonstrate the reliability and efficiency of the proposed method.

In this paper, a self starting five step Continuous Block Hybrid Adams Moulton Method (CBHAM) with three off-grid points is developed using collocation and interpolation procedures. The predictor schemes are then expanded using Taylor’s series expansion. Multiple numerical integrators were produced and arrived at some discrete schemes. The discrete schemes are of uniform order and are assembled into a single block matrix equation. These equations are simultaneously applied to provide the approximate solution for stiff initial value problems for ordinary differential equations. The order of accuracy and stability of the block method is discussed and its accuracy is established numerically.

A novel and efficient algorithm for the concurrent numerical solution of second, third and fourth orders of ordinary differential equations is studied in this article. Collocation and interpolation technique was employed in the derivation of the method and power series approximate solution was used as the interpolating polynomial. The fourth derivative of the power series was collocated at the entire grid and off-grid points, while the fifth and sixth derivatives of the polynomial were collocated at the endpoint only. Proper investigation of the basic properties of the method was done. The results showed that the new block method applied on a nonlinear second, third and fourth orders of ordinary differential equations were better in terms of accuracy than the existing methods. The proposed method takes away the burden of developing a separate method for the solution of second, third and fourth order initial value problem of ordinary differential equations.

A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

As already mentioned in Chapter 1, we refer to mathematical models that can be expressed as systems of ordinary differential equations and deal with the solution of problems in mechanics and, in general, in applied sciences. Therefore, it is important to deal with mathematical aspects related to the analysis of differential equations and with the solution of initial and boundary-value problems. This chapter refers to the above topics and is organized in seven sections: Section 2.2 deals with a formal classification of ordinary differential equations. Linear and nonlinear properties are identified together with the analysis of some additional properties of the system. Physical interpretations are often related to this type of classification. Section 2.3 deals with the mathematical statement of problems, which is obtained by linking the evolution equation to the conditions that are necessary to its solution. If these conditions are given at the initial value of the independent variable, say t = 0, one has an initial-value problem, also called a Cauchy problem. Otherwise, if these quantities are given at both ends of the range of the independent variable, say t = 0 and t = T, one has a boundary-value problem. The solution of problems has to satisfy both the differential equation and the initial and/or the boundary conditions. This section is mainly devoted to the analytic treatment of the Cauchy problem and will report the basic theorems which provide the conditions necessary to ensure existence, uniqueness, and regularity of the solution. Section 2.4 deals with solution methods of the initial-value problem. Analytic methods can be developed in order to solve linear problems, while computational schemes are needed for nonlinear problems. Actually, this matter is proposed as a concise guide to mathematical methods and to the related literature. The aim of this guide is to provide the necessary elements for the interaction with the scientific computation based on Mathematica ® Section 2.5 deals with the representation of solutions and applications both in the linear and in the nonlinear case. Here, a systematic use of scientific computation is developed. As we shall see, the computation is useful not only in the nonlinear case, but also for the fast treatment of linear problems. Section 2.6 deals with boundary-value problems for ordinary differential equations and the problems related to their solution, both analytical and numerical. The last section suggests some problems which are proposed to the reader’s attention for practicing with mathematical methods.

We present a software package, M odes , offering h -adaptive and p -adaptive linear multistep methods for first order initial value problems in ordinary differential equations. The implementation is based on a new parametric, grid-independent representation of multistep methods [Arévalo and Söderlind 2017]. Parameters are supplied for over 60 methods. For nonstiff problems, all maximal order methods ( p = k for explicit and p = k +1 for implicit methods) are supported. For stiff computation, implicit methods of order p = k are included. A collection of step-size controllers based on digital filters is provided, generating smooth step-size sequences offering improved computational stability. Controllers may be selected to match method and problem classes. A new system for automatic order control is also provided for designated families of multistep methods, offering simultaneous h - and p -adaptivity. Implemented as a M atlab toolbox, the software covers high order computations with linear multistep methods within a unified, generic framework. Computational experiments show that the new software is competitive and offers qualitative improvements. M odes is available for downloading and is primarily intended as a platform for developing a new generation of state-of-the-art multistep solvers, as well as for true ceteris paribus evaluation of algorithmic components. This also enables method comparisons within a single implementation environment.

This paper presented a linear multistep method for solving fourth order initial value problems of ordinary differential equations. Collocation and interpolation methods are adopted in the derivation of the new numerical scheme which is further applied to finding direct solution of fourth order ordinary differentiation equations. This implementation strategy is more accurate and efficient than Adams–Bashforth Method solution. The newly derive scheme have better stabilities properties than that of the Adams-Bashforth Method. Numerical examples are included to illustrate the reliability and accuracy of the new methods.Keywords: Linear Multistep Methods, Region of Absolute Stability, Zero-Stability, Error Analysis, Collocation.

Singular perturbed problems in ordinary differential equations

A note on the relative efficiency of Adams methods

This chapter deals with the numerical solution of initial value problems of ordinary differential equations. First, different approaches to obtain integration methods for ordinary differential equations are presented. Then the important properties consistency, stability, and convergence of integration methods are introduced and studied. This allows for a fruitful application of the results obtained in Chapter 12. Subsequently, one-step methods are considered in detail and their important properties are shown. Moreover, Runge–Kutta methods are thoroughly investigated. Finally, we deal with linear multistep methods and study the asymptotic behavior of integration methods and of stiff differential equations. In particular, we deal with Dahlquist’s root condition and derive the first Dahlquist barrier and the second Dahlquist barrier.